The pinion shaft has a specific torque value that the pinion nut must be torqued to make sure the forward pinion bearing preload is correct. This requires a suitable tool to hold the output shaft while the nut is torqued.
If you use an impact to remove and install the pinion nut you risk damaging the pinion and or ring gears.
If I were you I would insist on returning the entire unit and get one without damage.